Modeling default risk with support vector machines
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Cites work
- Comparing the Areas under Two or More Correlated Receiver Operating Characteristic Curves: A Nonparametric Approach
- scientific article; zbMATH DE number 3787823 (Why is no real title available?)
- scientific article; zbMATH DE number 1243473 (Why is no real title available?)
- scientific article; zbMATH DE number 1963107 (Why is no real title available?)
- scientific article; zbMATH DE number 823069 (Why is no real title available?)
- Measuring the accuracy of diagnostic systems
- MODEL PERFORMANCE MEASURES FOR EXPECTED UTILITY MAXIMIZING INVESTORS
Cited in
(21)- Support vector machines for default prediction of SMEs based on technology credit
- Predicting SME's default: are their websites informative?
- Company rating with support vector machines
- Support vector regression for loss given default modelling
- Introduction to support vector machines and their applications in bankruptcy prognosis
- Detecting management fraud in public companies
- Bankruptcy analysis based on support vector machines
- MONOTONIC SUPPORT VECTOR MACHINES FOR CREDIT RISK RATING
- Value-at-risk support vector machine: stability to outliers
- Prediction of banking systemic risk based on support vector machine
- Bayesian regularized artificial neural networks for the estimation of the probability of default
- Adjusting covariance matrix for risk management
- Prediction of bankruptcy using support vector machines: an application to bank bankruptcy
- Exploiting social media with higher-order factorization machines: statistical arbitrage on high-frequency data of the S\&P 500
- Can machine learning approaches predict corporate bankruptcy? Evidence from a qualitative experimental design
- Support vector machines for classifying and describing credit applicants: detecting typical and critical regions
- Credit risk classification: an integrated predictive accuracy algorithm using artificial and deep neural networks
- Analysis of Deviance for Hypothesis Testing in Generalized Partially Linear Models
- Bayesian probability of default models with Langevin dynamics
- Using financial risk measures for analyzing generalization performance of machine learning models
- The Bayesian additive classification tree applied to credit risk modelling
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